I'm with Grammy. Bob (the cat) cuddles with me when I'm sick/sad. She does seem to sense when I don't feel good.

In fact, when Emily was just a tiny infant, terribly colicky and we were all basically miserable, Bob would hear Em screaming while I was trying to get her to sleep, come hop up on the bed and sleep at Em's feet (between her and me) every single night. I think she knew I needed a lot of comforting right then.

Now the dog...she'd just roll over and keep snoring, or lick me to death or lay down right behind me so that if I backed up, I'd trip over her.